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arXiv 1401.3531cs.LGcs.AIcs.DBphysics.data-anq-bio.QM
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基于特征的时间序列分类

Highly comparative feature-based time-series classification

University of Oxford(牛津大学);Imperial College London(帝国理工学院)

Ben D. Fulcher, Nick S. Jones

摘要:

介绍了一种高度比较的、基于特征的时间序列分类方法,该方法使用广泛的算法数据库从时间序列中提取数千个可解释的特征。这些特征来自于科学时间序列分析文献,包括时间序列的相关结构、分布、熵、平稳性、缩放特性以及与一系列时间序列模型的拟合。在计算训练集中每个时间序列的数千个特征之后,使用具有线性分类器的贪婪前向特征选择来选择那些最能提供类结构信息的特征。由此产生的基于特征的分类器使用数量减少的时间序列属性自动学习类之间的差异,并避免需要计算时间序列之间的距离。以这种方式表示时间序列会导致降维的数量级,使该方法能够在包含长时间序列或不同长度的时间序列的非常大的数据集上表现良好。对于许多研究的数据集,分类性能超过了传统的基于实例的分类器,包括使用欧几里得距离和动态时间弯曲的最近邻分类器,最重要的是,所选择的特征提供了对数据集属性的理解,可以指导进一步科学调查的洞察力。

英文摘要:

A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across the scientific time-series analysis literature, and include summaries of time series in terms of their correlation structure, distribution, entropy, stationarity, scaling properties, and fits to a range of time-series models. After computing thousands of features for each time series in a training set, those that are most informative of the class structure are selected using greedy forward feature selection with a linear classifier. The resulting feature-based classifiers automatically learn the differences between classes using a reduced number of time-series properties, and circumvent the need to calculate distances between time series. Representing time series in this way results in orders of magnitude of dimensionality reduction, allowing the method to perform well on very large datasets containing long time series or time series of different lengths. For many of the datasets studied, classification performance exceeded that of conventional instance-based classifiers, including one nearest neighbor classifiers using Euclidean distances and dynamic time warping and, most importantly, the features selected provide an understanding of the properties of the dataset, insight that can guide further scientific investigation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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